Chen Full Risk Adjusted Performance

8383 Stock  TWD 44.95  0.15  0.33%   
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Chen Full International has current Risk Adjusted Performance of 0.0665.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0665
ER[a] = Expected return on investing in Chen Full
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Chen Full Risk Adjusted Performance Peers Comparison

Chen Risk Adjusted Performance Relative To Other Indicators

Chen Full International is rated third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  122.98  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Chen Full International is roughly  122.98 
Compare Chen Full to Peers

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